L'objectif de cette thèse est d'optimiser l'utilisation d'actionneurs redondants pour un avion de transport lorsqu’une défaillance des actionneurs arrive en vol. La tolérance aux pannes résulte ici de la redondance des actionneurs présents sur l’avion. Différents concepts et méthodes classiques liés aux chaînes de commande de vol tolérantes aux pannes sont d'abord examinés et de nouveaux concepts utiles pour l'analyse requise sont introduits. Le problème qui est abordé ici est de développer une méthode de gestion des pannes des commandes de vol dans le cas d'une défaillance partielle des actionneurs, qui va permettre à l'avion de poursuivre en toute sécurité la manœuvre prévue. Une approche de commande en deux étapes est proposée et appliquée à la fois à l'évaluation de la manoeuvrabilité restante et à la conception de structures de commande tolérante aux pannes. Dans le premier cas, une méthode d'évaluation hors ligne des qualités de vol basée sur la commande prédictive est proposée. Dans le second cas, une structure de commande tolérante aux pannes basée sur la commande non linéaire inverse et la réaffectation des actionneurs en ligne est développée. Dans les deux cas, un problème de programmation linéaire quadratique (LQ) est formulé. Différents cas de pannes sont considérés lorsqu'un avion effectue une manoeuvre classique. Trois solveurs numériques sont appliqués aux solutions en ligne et hors ligne des problèmes LQ qui en résultent. / The objective of this thesis is to optimize the use of redundant actuators for a transportation aircraft once some actuators failure occurs during the flight. Here, the fault tolerant ability resulting from the redundant actuators is mainly considered. Different classical concepts and methods related to a fault tolerant flight control channel are first reviewed and new concepts useful for the required analysis are introduced. The problem which is tackled here is to develop a design methodology for fault tolerant flight control in the case of a partial actuator failure which will allow the aircraft to continue safely the intended maneuver. A two stages control approach is proposed and applied to both the remaining maneuverability evaluation and a fault tolerant control structure design. In the first case, an offline handling qualities assessment method based on Model Predictive Control is proposed. In the second case, a fault tolerant control structure based on Nonlinear Inverse Control and online actuator reassignment is developed. In both cases, a Linear Quadratic (LQ) programming problem is formulated and different failure cases are considered when an aircraft performs a classical maneuver. Three numerical solvers are studied and applied to the offline and online solutions of the resulting LQ problems.

This thesis uses Heterogeneous Autoregressive models of Realized Volatility on five-minute data of three of the most liquid financial assets - S&P 500 Futures index, Euro FX and Light Crude NYMEX. The main contribution lies in the length of the datasets which span the time period of 25 years (13 years in case of Euro FX). Our aim is to show that decomposing realized variance into continuous and jump components improves the predicatability of RV also on extremely long high frequency datasets. The main goal is to investigate the dynamics of the HAR model parameters in time. Also, we examine if volatilities of various assets behave differently. The results reveal that decomposing RV into its components indeed im- proves the modeling and forecasting of volatility on all datasets. However, we found that forecasts are best when based on short, 1-2 years, pre-forecast periods due to high dynamics of HAR model's parameters in time. This dynamics is revealed also by a year-by-year estimation on all datasets. Con- sequently, we consider HAR models to be inapproppriate for modeling RV on such long datasets as they are not able to capture the dynamics of RV. This was indicated on all three datasets, thus, we conclude that volatility behaves similarly for different types of assets with similar liquidity. 1

CoordenaÃÃo de AperfeÃoamento de Pessoal de NÃvel Superior / O estudo realizado nesta dissertaÃÃo, busca apresentar as seccÃes cÃnicas, dando Ãnfase a uma abordagem por meio de uma geometria sintÃtica e elementar, onde o trabalho à desenvolvido da seguinte forma: inicia-se com uma abordagem histÃrica, assim como a sua relaÃÃo com o cone circular; em seguida, à feito um estudo sintÃtico sobre as cÃnicas, exclusivamente, no plano; apresenta-se algumas superfÃcies quÃdricas; a equaÃÃo geral do segundo grau à apresentada como uma representaÃÃo algÃbrica de uma cÃnica e sÃo mostradas diversas situaÃÃes, onde as cÃnicas surgem de forma, curiosamente, natural, alÃm das inÃmeras aplicaÃÃes prÃticas em diversas Ãreas do conhecimento. / The study in this dissertation, seeks to present the conic sections, emphasizing an approach by means of a synthetic and elementary geometry, where the work is carried out as follows: begins with a historical approach, as well as their relationship with the circular cone; then itâs done a synthetic study on the conical exclusively on the plan; It presents some quadric surfaces; the general equation of the second degree is presented as an algebraic representation of a conic and are shown several situations where the conical arise so, curiously, natural, in addition to numerous practical applications in various fields of knowledge.

Neste trabalho propomos uma abordagem que utiliza o método de barreira modificada/penalidade para a resolução de problemas restritos gerais de otimização. Para isso, foram obtidos dados teóricos, a partir de um levantamento bibliográfico, que explicitaram os métodos primal-dual barreira logarítmica e método de barreira modificada. Nesta abordagem, as restrições de desigualdade canalizadas são tratadas pela função barreira de Frisch modificada, ou por uma extrapolação quadrática e as restrições de igualdade do problema através da função Lagrangiana. A implementação consiste num duplo estágio de aproximação: um ciclo externo, onde o problema restrito é convertido em um problema irrestrito, usando a função Lagrangiana barreira modificada/penalidade; e um ciclo interno, onde o método de Newton é utilizado para a atualização das variáveis primais e duais. É apresentada também uma função barreira clássica extrapolada para a inicialização dos multiplicadores de Lagrange. A eficiência do método foi verificada utilizando um problema teste e em problemas de fluxo de potência ótimo (FPO). / In this paper, we propose an approach that utilizes the penalty/modified barrier method to solve the general constrained problems. On this purpose, theoretical data were obtained, from a bibliographical review, which enlightened the logarithmic barrier primal-dual method and modified barrier method. In this approach, the bound constraints are handled by the modified log-barrier function, or by quadratic extrapolation and the equality constraints of the problem through Lagrangian function. The method, as implemented, consists of a two-stage approach: an outer cycle, where the constrained problem is transformed into unconstrained problem, using penalty/modified barrier Lagrangian function; and an inner cycle, where the Newton\'s method is used for update the primal and dual variables. Also, it is presented a classical barrier extrapolated function for initialization of Lagrange multipliers. The effectiveness of the proposed approach has been examined by solving a test problem and optimal power flow problems (OPF).

Submitted by Maria Aparecida (cidazen@gmail.com) on 2017-08-22T13:19:28Z No. of bitstreams: 1 Patricia Moraes Rêgo.pdf: 1511056 bytes, checksum: 21108136b08107eeb212f5d74ed79ef7 (MD5) / Made available in DSpace on 2017-08-22T13:19:28Z (GMT). No. of bitstreams: 1 Patricia Moraes Rêgo.pdf: 1511056 bytes, checksum: 21108136b08107eeb212f5d74ed79ef7 (MD5) Previous issue date: 2007-08-03 / FAPEMA / In this work are proposed models and a convergence analysis of a hierarchical genetic algorithm for the linear quadratic regulator design loop recovery through LQG/LTR controllers. Models are oriented to the weighting and covariance matrices searching of the performance indices of the LQR and LQG design, respectively, and to the selection of the matrices for the LQR design loop recovery gain. The convergence analysis aims at promoting the enhancement of the algorithm performance, as well as to generate satisfactory solutions and speed up the convergence time. The algorithm performance is evaluated with respect to the e ects of an elitist strategy embodied into the algorithm and to variations in the values of some given parameters of the algorithm. The proposed methodology is evaluated in a multi-variable dynamical system representing an aircraft. / Propõe-se neste trabalho os modelos e a análise de convergência de um algoritmo genético hierárquico para recuperação da malha de projeto do regulador linear quadrático por controladores LQG/LTR (Linear Quadratic Gaussian/Loop Transfer Recovery). Os modelos dedicam-se à busca das matrizes de ponderações e covariâncias dos índices de desempenho dos projetos de controladores LQR (Linear Quadratic Regulator) e LQG (Linear Quadratic Gaussian), respectivamente, e à seleção de matrizes de ajuste para o ganho de recuperação da malha do projeto LQR. O objetivo da análise de convergência é promover melhorias no desempenho do algoritmo no sentido de gerar soluções satisfatórias e acelerar o tempo de convergência. O desempenho do algoritmo é avaliado em relação aos efeitos de uma estratégia elitista incorporada ao algoritmo e à variações nos valores de determinados parâmetros do algoritmo. A metodologia proposta é avaliada em um sistema dinâmico multivariável que representa uma aeronave.

Submitted by Maria Aparecida (cidazen@gmail.com) on 2017-09-04T13:10:41Z No. of bitstreams: 1 Marcio Eduardo.pdf: 7939176 bytes, checksum: 3b90c4b32aeabafd3b87e4f3c36d2ed6 (MD5) / Made available in DSpace on 2017-09-04T13:10:41Z (GMT). No. of bitstreams: 1 Marcio Eduardo.pdf: 7939176 bytes, checksum: 3b90c4b32aeabafd3b87e4f3c36d2ed6 (MD5) Previous issue date: 2014-08-21 / The technique of linear control based on the minimization of a quadratic performance index using the second method of Lyapunov to guarantee the stability of the system, if this is controllable and observable. however, this technique is inevitably necessary to find the solution of the HJB or Riccati equation. The control system design online need, real time, to adjust your feedback gain to maintain a certain dynamic, it requires the calculation of the Riccati equation solution in each sampling generating a large computational load that can derail its implementation. This work shows an intelligent control system design that meets the optimal or suboptimal control action from the sensory data of process states and the instantaneous cost observed after each state transition. To find this optimal control action or policy, the approximate dynamic programming and adaptive critics are used, based on the parameterizations given by the problem of linear quadratic regulator (LQR), but without explicitly solving the associated Riccati equation. More specifically, the LQR problem is solved by four different methods which are the Dynamic Programming Heuristic, the Dual Heuristic Dynamic Programming, Action Dependent Dynamic Programming Heuristic and Action Dependent Dual Heuristic Dynamic Programming algorithms. However, these algorithms depend on knowledge of the value functions to derive the optimal control actions. These value functions with known structures have their parameters estimated using the least mean square family and Recursive Least Squares algorithms. Two processes that have the Markov property were used in the computational validation of the algorithms adaptive critics implemented, one corresponds to the longitudinal dynamics of an aircraft and the other to an electrical circuit. / A técnica de controle linear baseado na minimização de um índices de desempenho quadrático utilizando o segundo método de Liapunov garante a estabilidade do sistema, se este for controlável e observável. Por outro lado, nessa técnica inexoravelmente é necessário encontrar a solução da Equação Hamilton-Jacobi-Bellman (HJB) ou Riccati. Em projeto de sistema de controle online que necessita, em tempo real, alterar seus ganhos de retroação para manter uma certa dinâmica, impõe o cálculo da solução da equação de Riccati em cada instante de amostragem gerando uma grande carga computacional que pode inviabilizar sua implementação. Neste trabalho, mostra-se o projeto de um sistema de controle inteligente que encontra a ação de controle ótima ou subótima a partir de dados sensoriais dos estados do processo e do custo instantâneo observados após cada transição de estado. Para encontrar essa ação de controle ou política ótima, a programação dinâmica aproximada ou críticos adaptativos são utilizados, tendo como base as parametrizações dado pelo problema do regulador linear quadrático (LQR), mas sem resolver explicitamente a equação de Riccati associada. Mais especificamente, o problema do LQR é resolvido por quatro métodos distintos que são os algoritmos de Programação Dinâmica Heurística, a Programação Dinâmica Heurística Dual, a Programação Dinâmica Heurística Dependente de Ação e a Programação Dinâmica Heurística Dual Dependente de Ação. Entretanto, esses algoritmos dependem do conhecimento das funções valor para, assim, derivar as ações de controle ótimas. Essas funções valor com estruturas conhecidas tem seus parâmetros estimados utilizando os algoritmos da família dos mínimos quadrados médios e o algoritmo de Mínimos Quadrados Recursivo. Dois processos que obedecem à propriedade de Markov foram empregados na validação computacional dos algoritmos críticos adaptativos, um corresponde à dinâmica longitudinal de uma aeronave e o outro à de um circuito elétrico.

Methane is an important greenhouse gas that is relatively long-lived in the atmosphere, and wetlands are a major natural source of atmospheric methane. Methane emissions from wetlands are variable across both space and time at scales ranging from meters to continents and a comprehensive accounting of wetland methane efflux is critical for quantifying the atmospheric methane balance. Major uncertainties in quantifying methane efflux arise when measuring and modelling its physical and biological determinants, including water table depth, microtopography, soil temperature, the distribution of aerenchymous vegetation, and the distribution of mosses. Further complications arise with the nonlinear interaction between flux and derivers in highly-heterogeneous wetland landscape. A possible solution for quantifying wetland methane efflux at multiple scales in space (‘upscaling’) is repeated observations using remote sensing technology to acquire information about the land surface across time, space, and spectra. These scaling issues must be resolved to progress in our understanding of the role of wetlands in the global atmospheric methane budget from peatlands. In this thesis, data collected from multiple aircraft and satellite-based remote sensing platforms were investigated to characterize the fine scale spatial heterogeneity of a peatland in southwestern Scotland for the purpose of developing techniques for quantifying (‘upscaling’) methane efflux at multiple scales and space. Seasonal variation in pools such as expansion and contraction was simulated with the LiDAR data to investigate the expansion and contraction of the lakes and pools that could give an idea of increase or decrease in methane emissions. Concepts from information theory applied on the different data sets also revealed the relative loss in some features on peatland surface and relative gain on others and find a natural application for reducing bias in multi-scale spatial classification as well as quantifying the length scales (or scales) at which important surface features for methane fluxes are lost. Results from the wavelet analysis demonstrated the preservation of fine scale heterogeneity up to certain length scale and the pattern on peatland surface was preserved. Variogram techniques were also tested to determine sample size, range and orientation in the data set. All the above has implications on estimating methane budget from the peatland landscape and could reduce the bias in the overall flux estimates. All the methods used can also be applied to contrasting sites.

In 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate closed skew normal distribution. In this paper, we use their mgf to obtain the first two moments and some additional properties of quadratic forms for the matrix variate skew normal distributions. The quadratic forms are particularly interesting because they are essentially correlation tests that introduce a new type of orthogonality condition.

My thesis is about functions, like linear functions, quadratic functions, goniometric functions etc. Goal of my work ist to design appropriate tasks with focus on function links. Students can with help of matematic program GeoGebra discover and adopt needed properties of functions. In this work you can find Cartesian coordinates and overview of basic properties of functions too.

Soliton states in three coupled optical waveguide systems were studied: two linearly coupled waveguides with quadratic nonlinearity, two linearly coupled waveguides with cubic nonlinearity and Bragg gratings, and a quadratic nonlinear waveguide with resonant gratings, which enable three-wave interaction. The methods adopted to tackle the problems were both analytical and numerical. The analytical method mainly made use of the variational approximation. Since no exact analytical method is available to find solutions for the waveguide systems under study, the variational approach was proved to be very useful to find accurate approximations. Numerically, the shooting method and the relaxation method were used. The numerical results verified the results obtained analytically. New asymmetric soliton states were discovered for the coupled quadratically nonlinear waveguides, and for the coupled waveguides with both cubic nonlinearity and Bragg gratings. Stability of the soliton states was studied numerically, using the Beam Propagation Method. Asymmetric couplers with quadratic nonlinearity were also studied. The bifurcation diagrams for the asymmetric couplers were those unfolded from the corresponding diagrams of the symmetric couplers. Novel stable two-soliton bound states due to three-wave interaction were discovered for a quadratically nonlinear waveguide equipped with resonant gratings. Since the coupled optical waveguide systems are controlled by a larger number of parameters than in the corresponding single waveguide, the coupled systems can find a much broader field of applications. This study provides useful background information to support these applications.